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Information about:
Didier Rulliere

Personal Details | Affiliation | Works

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Other registered authors

Personal Details

First Name: Didier
Middle Name:
Last Name: Rulliere
Suffix:

RePEc Short-ID: pru63

Email:
Homepage: http://isfa.univ-lyon1.fr
Postal Address:
Phone:

Affiliation

(in no particular order)

Institut de Science Financière et d'Assurances (École ISFA) (French School of Actuarial and Management Studies)
Université Claude Bernard (Lyon 1)
Location: Lyon, France
Homepage: http://isfa.univ-lyon1.fr/
Email:
Phone: 04.72.43.11.75
Fax: 04.72.43.11.76
Postal: Campus la Doua, bât 101, 43, bd du 11 novembre 1918, 69622 - Villeurbanne CEDEX
Handle: RePEc:edi:isly1fr (registered authors at this institution)

Works

Working papers

Stéphane Loisel & Christian Mazza & Didier Rullière, 2008. "Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin," Post-Print hal-00168714_v1, HAL. [Downloadable!]
Published as:
- Loisel, Stéphane & Mazza, Christian & Rullière, Didier, 2008. "Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 746-762, April. [Downloadable!] (restricted)
Stéphane Loisel & Christian Mazza & Didier Rullière, 2007. "Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes," Working Papers hal-00168716_v1, HAL. [Downloadable!]
Didier Rullière & Stéphane Loisel, 2005. "The win-first probability under interest force," Post-Print hal-00165791_v1, HAL. [Downloadable!]
Published as:
- Rulliere, Didier & Loisel, Stephane, 2005. "The win-first probability under interest force," Insurance: Mathematics and Economics, Elsevier, vol. 37(3), pages 421-442, December. [Downloadable!] (restricted)

Articles

Rulliere, Didier & Loisel, Stephane, 2005. "The win-first probability under interest force," Insurance: Mathematics and Economics, Elsevier, vol. 37(3), pages 421-442, December. [Downloadable!] (restricted)
Other versions:
- Didier Rullière & Stéphane Loisel, 2005. "The win-first probability under interest force," Post-Print hal-00165791_v1, HAL. [Downloadable!]
Mazza, Christian & Rulliere, Didier, 2004. "A link between wave governed random motions and ruin processes," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 205-222, October. [Downloadable!] (restricted)
Rulliere, Didier & Loisel, Stephane, 2004. "Another look at the Picard-Lefevre formula for finite-time ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 187-203, October. [Downloadable!] (restricted)

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):

NEP-ECM: Econometrics (1) 2008-08-06 Author is listed
NEP-RMG: Risk Management (1) 2008-08-06 Author is listed

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This page was last updated on 2008-10-10.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.